Newton's method - multi

Concept

$$x_{k+1}=x_k-J^{-1}(x_k)f(x_k)$$

where $J$ is Jacobian matrix

Cost

$n^2$ to evaluate Jacobian matrix

Costs

solve it cost $O(n^3)$
For evaluating Jacobian matrix, it’s $n^2$

Variants

solving it cost $O(n^3)$.

• Broyden’s Method